+460.0%
IBM vs BIDU
+1,407.1%
-947.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.4% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +0.3% | -10.5% | +10.8% | +1.5% |
| 3M | -21.6% | -26.2% | +4.6% | -18.6% |
| 6M | -4.7% | -16.4% | +11.7% | -3.0% |
| YTD | -19.1% | -23.9% | +4.8% | -16.9% |
| 1Y | -2.5% | +1.3% | -3.8% | -4.0% |
| 3Y | +74.2% | -32.1% | +106.2% | +77.0% |
| 5Y | +113.1% | -39.0% | +152.1% | +109.5% |
| 10Y | +133.5% | -44.0% | +177.6% | +119.1% |
| All | +460.0% | +1,407.1% | -947.2% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling